+920.8%
MDB vs ALM
+683.1%
+237.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.4% | +4.1% |
| 7D | -0.9% | +0.7% | -1.7% | -1.0% |
| 30D | -15.2% | -26.1% | +10.9% | -13.6% |
| 3M | -17.9% | -38.1% | +20.2% | -15.9% |
| 6M | +9.3% | -55.4% | +64.7% | +13.5% |
| YTD | -22.0% | -0.4% | -21.6% | -23.2% |
| 1Y | -9.3% | +25.4% | -34.7% | -12.1% |
| 3Y | -10.4% | +907.8% | -918.1% | -25.0% |
| 5Y | -43.2% | +440.2% | -483.4% | -51.8% |
| All | +920.8% | +683.1% | +237.7% | +736.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling